-98.7%
AMC vs RIO
+364.8%
-463.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +14.0% | -9.9% | +23.9% | +18.6% |
| 3M | +42.5% | -14.0% | +56.5% | +50.9% |
| 6M | +142.6% | -19.5% | +162.1% | +163.7% |
| YTD | +119.2% | +11.5% | +107.7% | +109.6% |
| 1Y | +40.7% | +26.9% | +13.8% | +27.9% |
| 3Y | -57.3% | +55.1% | -112.4% | -64.8% |
| 5Y | -99.1% | +90.7% | -189.8% | -99.3% |
| 10Y | -98.7% | +363.3% | -462.1% | -99.3% |
| All | -98.7% | +364.8% | -463.5% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling